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      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table5.log
  log type:  text
 opened on:  11 Jun 2020, 09:55:31

. 
. ***** Trump-specific effects, recent foreclosures
. 
. use "$path/foreclosures_analysis.dta", clear

. 
. gen trump = year == 2016

. gen fore_trump = foreclosure_rate_six*trump
(356 missing values generated)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate_six fore_trump trump [aw=pop_y], a(fips sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      8,973
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =      85.59
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9775
                                                Adj R-squared     =     0.9673
                                                Root MSE          =     2.8264

                                        (Replications based on 2,609 clusters in fips)
--------------------------------------------------------------------------------------
                     |   Observed   Bootstrap                         Normal-based
             pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
foreclosure_rate_six |  -.2366776   .1219401    -1.94   0.052    -.4756758    .0023206
          fore_trump |  -4.305083   .5145119    -8.37   0.000    -5.313508   -3.296658
               trump |          0  (omitted)
--------------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------------------------+
         Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
---------------------+-------------------------------------------------|
                fips |            0            2609           2609 *   | 
                  sy |          195             196              1     | 
-----------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b1 = _b[foreclosure_rate_six]

. local se1 = _se[foreclosure_rate_six]

. local bint1 = _b[fore_trump]

. local seint1 = _se[fore_trump]

. local n1 = e(N)

. local nclust1 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate_six fore_trump trump [aw=pop_y], a(fips popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................................................    50
..................................................   100
..................................................   150
..................................................   200
..................................................   250
..................................................   300
..................................................   350
..................................................   400
..................................................   450
..................................................   500
..................................................   550
..................................................   600
..................................................   650
..................................................   700
..................................................   750
..................................................   800
..................................................   850
..................................................   900
..................................................   950
..................................................  1000

HDFE Linear regression                          Number of obs     =      8,977
Absorbing 2 HDFE groups                         Replications      =      1,000
                                                Wald chi2(2)      =     124.07
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9755
                                                Adj R-squared     =     0.9652
                                                Root MSE          =     2.9338

                                        (Replications based on 2,610 clusters in fips)
--------------------------------------------------------------------------------------
                     |   Observed   Bootstrap                         Normal-based
             pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
foreclosure_rate_six |  -.1221675   .0982456    -1.24   0.214    -.3147253    .0703904
          fore_trump |  -4.132298   .3877798   -10.66   0.000    -4.892333   -3.372264
               trump |          0  (omitted)
--------------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------------------------+
         Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
---------------------+-------------------------------------------------|
                fips |            0            2610           2610 *   | 
             popyear |           39              40              1     | 
-----------------------------------------------------------------------+
* = fixed effect nested within cluster; treated as redundant for DoF computation

. local b2 = _b[foreclosure_rate_six]

. local se2 = _se[foreclosure_rate_six]

. local bint2 = _b[fore_trump]

. local seint2 = _se[fore_trump]

. local n2 = e(N)

. local nclust2 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate_six fore_trump trump [aw=pop_y], a(i.fips##c.year sy) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
........xx...x....xxx.x...x...x.xx.x.........x....    50
....x.........xx.......x..x............x..x..x....   100
.....x.xx.xx....x.........xx.......x.x.x..x....x.x   150
.x....x..x....xx......x..xx...xxx.......xxxx..x...   200
...x..x..x...x..x......xx......x.x.x..xxx....x...x   250
....x.........x.x.............x.x....xxx........x.   300
.xx.x..........x.................xxx......x...x.xx   350
.......x.xx..x...x..xxx....x.....x....x...x...xx.x   400
.......x.....x...x...x......xx............x.x.....   450
....x....x.x..x......x.x.x......x.......x..x....x.   500
...x....x..............x...x..xx...x..x..x...xx...   550
...x.....x.x.....xx.........xx....xx......x...x..x   600
.....x..x.................x..xx..xx........xx.....   650
..x..xx.xx.x....x.........x.x...xxx.......x.x...xx   700
x....x.......x.....xx....x..x.x..........x...xx..x   750
...xx..........................x...x....x.....x...   800
.......xx..x..xx...xx..............x.x...x..xx.x.x   850
..x......x..x....x......x.......xx..x.xx...x......   900
x.x.x....x......xx..xxx..........x........x....x..   950
..x...................x..x.........x......x......x  1000

HDFE Linear regression                          Number of obs     =      8,973
Absorbing 2 HDFE groups                         Replications      =        771
                                                Wald chi2(2)      =     103.32
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9950
                                                Adj R-squared     =     0.9875
                                                Root MSE          =     1.7505

                                        (Replications based on 2,609 clusters in fips)
--------------------------------------------------------------------------------------
                     |   Observed   Bootstrap                         Normal-based
             pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
foreclosure_rate_six |   .2064004   .0686696     3.01   0.003     .0718105    .3409904
          fore_trump |  -4.316533   .4365609    -9.89   0.000    -5.172177    -3.46089
               trump |          0  (omitted)
--------------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------------------------+
         Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
---------------------+-------------------------------------------------|
                fips |            0            2609           2609 *   | 
         fips#c.year |         2609            2609              0 ?   | 
                  sy |          195             196              1     | 
-----------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation
Note: One or more parameters could not be estimated in 229 bootstrap
      replicates; standard-error estimates include only complete replications.

. local b3 = _b[foreclosure_rate_six]

. local se3 = _se[foreclosure_rate_six]

. local bint3 = _b[fore_trump]

. local seint3 = _se[fore_trump]

. local n3 = e(N)

. local nclust3 = e(N_clust)

. 
. bootstrap _b, rep(1e3) seed(94305) cluster(fips) force: reghdfe pres_vs foreclosure_rate_six fore_trump trump [aw=pop_y], a(i.fips##c.year popyear) cluster(fips)
(running reghdfe on estimation sample)

Bootstrap replications (1000)
----+--- 1 ---+--- 2 ---+--- 3 ---+--- 4 ---+--- 5 
..................x.........................x.....    50
.......................x...x......................   100
.....................x.x........................x.   150
.............................x....................   200
..................................................   250
x...............x.............................x...   300
..................................................   350
.x...............x................................   400
..................................................   450
.............x....................................   500
.............x....x.....x.........x...............   550
..............x...........x..x............x.......   600
...........................x.x....................   650
..x.................x......x.x....................   700
...........................................x..x.x.   750
.........x....................x...................   800
.....x.........x...x..............................   850
...............xx......x.............x.......x....   900
..................................................   950
............x..........x..........................  1000

HDFE Linear regression                          Number of obs     =      8,977
Absorbing 2 HDFE groups                         Replications      =        957
                                                Wald chi2(2)      =      84.89
                                                Prob > chi2       =     0.0000
                                                R-squared         =     0.9912
                                                Adj R-squared     =     0.9788
                                                Root MSE          =     2.2915

                                        (Replications based on 2,610 clusters in fips)
--------------------------------------------------------------------------------------
                     |   Observed   Bootstrap                         Normal-based
             pres_vs |      Coef.   Std. Err.      z    P>|z|     [95% Conf. Interval]
---------------------+----------------------------------------------------------------
foreclosure_rate_six |   .0529319    .093215     0.57   0.570    -.1297662      .23563
          fore_trump |  -3.312569   .3620098    -9.15   0.000    -4.022095   -2.603043
               trump |          0  (omitted)
--------------------------------------------------------------------------------------

Absorbed degrees of freedom:
-----------------------------------------------------------------------+
         Absorbed FE |  Num. Coefs.  =   Categories  -   Redundant     | 
---------------------+-------------------------------------------------|
                fips |            0            2610           2610 *   | 
         fips#c.year |         2610            2610              0 ?   | 
             popyear |           39              40              1     | 
-----------------------------------------------------------------------+
? = number of redundant parameters may be higher
* = fixed effect nested within cluster; treated as redundant for DoF computation
Note: One or more parameters could not be estimated in 43 bootstrap replicates;
      standard-error estimates include only complete replications.

. local b4 = _b[foreclosure_rate_six]

. local se4 = _se[foreclosure_rate_six]

. local bint4 = _b[fore_trump]

. local seint4 = _se[fore_trump]

. local n4 = e(N)

. local nclust4 = e(N_clust)

. 
. log close
      name:  <unnamed>
       log:  /Users/jesse/Dropbox/Ohio-HallResearch/Code/replication/table5.log
  log type:  text
 closed on:  11 Jun 2020, 10:14:20
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